Handbook of Financial Econometrics Applications

Written By Yacine Aït-Sahalia
Handbook of Financial Econometrics  Applications
  • Publsiher : Elsevier Science
  • Release : 01 September 2009
  • ISBN : 9780444535481
  • Pages : 356 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Handbook of Financial Econometrics Applications written by Yacine Aït-Sahalia which was release on 01 September 2009, this book published by Elsevier Science. Available in PDF, EPUB and Kindle Format. Book excerpt: Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they reveal the ways that local characterizations can lead to long-run implications and how relationships between observed and unobserved values can be inferred. Vol 2 covers important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. This set is the collection of Volumes 1 & 2. Its contributors include Nobel Laureate Robert Engle and leading econometricians. It offers a clarity of method and explanation unavailable in other financial econometrics collections.

Handbook of Financial Econometrics Applications

Handbook of Financial Econometrics  Applications
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier Science
  • Release Date : 2009-09
  • Total pages : 356
  • ISBN : 9780444535481
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Summary : Vol 1 covers fundamental econometric techniques and tools on recent advances in financial econometrics. Parametric and nonparametric, in continuous time and discrete time, these techniques and tools include Markov processes, a system for categorizing volatility concepts, a simulated method of moments indicator, and models for the timing of events. Together they ...

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release Date : 2009-10-21
  • Total pages : 384
  • ISBN : 9780444535481
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Summary : Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and ...

Handbook of Financial Econometrics and Statistics

Handbook of Financial Econometrics and Statistics
  • Author : Cheng-Few Lee,John C. Lee
  • Publisher : Springer
  • Release Date : 2014-11-14
  • Total pages : 2897
  • ISBN : 9780444535481
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Summary : ​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is ...

Handbook of Financial Econometrics and Statistics

Handbook of Financial Econometrics and Statistics
  • Author : Cheng-Few Lee,John C. Lee
  • Publisher : Springer
  • Release Date : 2014-11-14
  • Total pages : 2897
  • ISBN : 9780444535481
GET BOOK

Summary : ​The Handbook of Financial Econometrics and Statistics provides, in four volumes and over 100 chapters, a comprehensive overview of the primary methodologies in econometrics and statistics as applied to financial research. Including overviews of key concepts by the editors and in-depth contributions from leading scholars around the world, the Handbook is ...

Handbook of Research on Emerging Theories Models and Applications of Financial Econometrics

Handbook of Research on Emerging Theories  Models  and Applications of Financial Econometrics
  • Author : Burcu Adıgüzel Mercangöz
  • Publisher : Springer Nature
  • Release Date : 2021-03-21
  • Total pages : 456
  • ISBN : 9780444535481
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Summary : This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applications in economics. By doing so, it offers invaluable tools for predicting and weighing the risks of multiple investments by incorporating data analysis. Throughout the book the authors address a ...

Handbook of Financial Econometrics

Handbook of Financial Econometrics
  • Author : Yacine Ait-Sahalia,Lars Peter Hansen
  • Publisher : Elsevier
  • Release Date : 2009-10-19
  • Total pages : 808
  • ISBN : 9780444535481
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Summary : This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff for stock market investment, noted scholars Yacine ...

Handbook of Financial Econometrics Mathematics Statistics and Machine Learning in 4 Volumes

Handbook of Financial Econometrics  Mathematics  Statistics  and Machine Learning  in 4 Volumes
  • Author : Cheng-Few Lee,John C. Lee,Alice C. Lee
  • Publisher : World Scientific Publishing Company
  • Release Date : 2020
  • Total pages : 4600
  • ISBN : 9780444535481
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Summary : This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of ...

Handbook of Financial Econometrics Tools and techniques

Handbook of Financial Econometrics  Tools and techniques
  • Author : Yacine Aït-Sahalia,Lars Peter Hansen
  • Publisher : North-Holland
  • Release Date : 2010
  • Total pages : 780
  • ISBN : 9780444535481
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Summary : "Applied financial econometrics subjects are featured in this volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent ...

Handbook of Research Methods and Applications in Empirical Finance

Handbook of Research Methods and Applications in Empirical Finance
  • Author : Adrian R. Bell,Chris Brooks,Marcel Prokopczuk
  • Publisher : Edward Elgar Publishing
  • Release Date : 2013-01-01
  • Total pages : 504
  • ISBN : 9780444535481
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Summary : This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples. Written by international experts in their field, the unique approach describes a question or issue in finance and then demonstrates the methodologies that may be used to solve it. ...

Handbook of Econometrics vol 7D

Handbook of Econometrics  vol  7D
  • Author : Steven Durlauf,Lars Peter Hansen,James J. Heckman,Rosa Liliana Matzkin
  • Publisher : Elsevier
  • Release Date : 2019-03-01
  • Total pages : 1032
  • ISBN : 9780444535481
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Summary : Our flourishing ability to address empirical problems in economics by using economic theory and statistical methods has driven the field of econometrics to places unimaginable a few years ago. By designing methods of inference from data based on models of human choice behavior and social interactions, econometricians have created new ...

Extreme Events in Finance

Extreme Events in Finance
  • Author : Francois Longin
  • Publisher : John Wiley & Sons
  • Release Date : 2016-10-17
  • Total pages : 640
  • ISBN : 9780444535481
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Summary : A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) ...

Handbook of Volatility Models and Their Applications

Handbook of Volatility Models and Their Applications
  • Author : Luc Bauwens,Christian M. Hafner,Sebastien Laurent
  • Publisher : John Wiley & Sons
  • Release Date : 2012-04-17
  • Total pages : 543
  • ISBN : 9780444535481
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Summary : "The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts in the field, the focus is to cohesively demonstrate ...

Market Risk Analysis Practical Financial Econometrics

Market Risk Analysis  Practical Financial Econometrics
  • Author : Carol Alexander
  • Publisher : John Wiley & Sons
  • Release Date : 2008-04-30
  • Total pages : 426
  • ISBN : 9780444535481
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Summary : Written by leading market risk academic, Professor Carol Alexander, Practical Financial Econometrics forms part two of the Market Risk Analysis four volume set. It introduces the econometric techniques that are commonly applied to finance with a critical and selective exposition, emphasising the areas of econometrics, such as GARCH, cointegration and ...

Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes

Handbook Of Financial Econometrics  Mathematics  Statistics  And Machine Learning  In 4 Volumes
  • Author : Cheng-few Lee,John C Lee
  • Publisher : World Scientific
  • Release Date : 2020-07-30
  • Total pages : 5056
  • ISBN : 9780444535481
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Summary : This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of ...

Handbook of Econometrics

Handbook of Econometrics
  • Author : Anonim
  • Publisher : Elsevier
  • Release Date : 2020-12-01
  • Total pages : 592
  • ISBN : 9780444535481
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Summary : Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of economic models, mathematical statistics and economic data. Our flourishing ...